NYMEX Natural Gas Future April 2012

Trading Metrics calculated at close of trading on 09-Sep-2011

Day Change Summary
	Previous	Current
	08-Sep-2011	09-Sep-2011	Change	Change %	Previous Week
Open	4.341	4.307	-0.034	-0.8%	4.310
High	4.373	4.320	-0.053	-1.2%	4.413
Low	4.319	4.253	-0.066	-1.5%	4.253
Close	4.338	4.276	-0.062	-1.4%	4.276
Range	0.054	0.067	0.013	24.1%	0.160
ATR	0.100	0.099	-0.001	-1.1%	0.000
Volume	18,481	12,642	-5,839	-31.6%	58,822

Daily Pivots for day following 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.484	4.447	4.313
R3	4.417	4.380	4.294
R2	4.350	4.350	4.288
R1	4.313	4.313	4.282	4.298
PP	4.283	4.283	4.283	4.276
S1	4.246	4.246	4.270	4.231
S2	4.216	4.216	4.264
S3	4.149	4.179	4.258
S4	4.082	4.112	4.239

Weekly Pivots for week ending 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.794	4.695	4.364
R3	4.634	4.535	4.320
R2	4.474	4.474	4.305
R1	4.375	4.375	4.291	4.345
PP	4.314	4.314	4.314	4.299
S1	4.215	4.215	4.261	4.185
S2	4.154	4.154	4.247
S3	3.994	4.055	4.232
S4	3.834	3.895	4.188

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.428	4.253	0.175	4.1%	0.097	2.3%	13%	False	True	14,290
10	4.500	4.200	0.300	7.0%	0.107	2.5%	25%	False	False	12,220
20	4.507	4.200	0.307	7.2%	0.095	2.2%	25%	False	False	10,675
40	4.817	4.200	0.617	14.4%	0.091	2.1%	12%	False	False	9,061

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.023
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.605
2.618	4.495
1.618	4.428
1.000	4.387
0.618	4.361
HIGH	4.320
0.618	4.294
0.500	4.287
0.382	4.279
LOW	4.253
0.618	4.212
1.000	4.186
1.618	4.145
2.618	4.078
4.250	3.968

Fisher Pivots for day following 09-Sep-2011
Pivot	1 day	3 day
R1	4.287	4.333
PP	4.283	4.314
S1	4.280	4.295

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These figures are updated between 7pm and 10pm EST after a trading day.

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